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About this product
- DescriptionIn the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro- gramming method, and depends on the intimate relationship between second- order partial differential equations of parabolic type and stochastic differential equations.
- Author(s)Raymond W. Rishel,Wendell H. Fleming
- PublisherSpringer-Verlag New York Inc.
- Date of Publication03/02/2012
- Series TitleStochastic Modelling and Applied Probability
- Series Part/Volume Number1
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content NoteXI, 222 p.
- Weight367 g
- Width155 mm
- Height235 mm
- Edition StatementSoftcover reprint of the original 1st ed. 1975
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